+155.0%
ETSY vs ES
+109.5%
+45.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.6% | -6.1% | -6.5% |
| 7D | -8.5% | +0.3% | -8.8% | -8.6% |
| 30D | -10.9% | -2.0% | -8.9% | -10.2% |
| 3M | +14.1% | +1.7% | +12.4% | +13.5% |
| 6M | +37.5% | -3.5% | +41.0% | +38.9% |
| YTD | +38.0% | +7.9% | +30.1% | +33.3% |
| 1Y | +46.5% | +17.2% | +29.4% | +36.2% |
| 3Y | +2.5% | +29.3% | -26.8% | -9.6% |
| 5Y | -65.3% | -5.7% | -59.5% | -65.9% |
| 10Y | +451.6% | +85.2% | +366.4% | +335.7% |
| All | +155.0% | +109.5% | +45.5% | +93.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ES wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling